+1,815.2%
GLW vs LIN
+10,625.0%
-8,809.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.8% | +3.2% |
| 7D | -13.9% | +0.2% | -14.1% | -14.1% |
| 30D | -35.0% | +6.5% | -41.5% | -37.1% |
| 3M | -32.4% | +5.5% | -37.8% | -34.4% |
| 6M | -41.3% | +3.3% | -44.7% | -43.0% |
| YTD | +21.8% | +22.0% | -0.2% | +9.0% |
| 1Y | +21.8% | +25.7% | -3.9% | +7.1% |
| 3Y | +307.7% | +36.2% | +271.4% | +242.1% |
| 5Y | +213.7% | +66.1% | +147.6% | +136.4% |
| 10Y | +509.3% | +431.0% | +78.3% | +171.6% |
| All | +1,815.2% | +10,625.0% | -8,809.7% | +284.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LIN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling